Uncertainty, Expectations and Asset Price Dynamics
ISBN:
978-3-319-98713-2
Auflage:
1st ed. 2018
Verlag:
Springer International Publishing
Land des Verlags:
Schweiz
Erscheinungsdatum:
12.12.2018
Herausgeber:
Reihe:
Dynamic Modeling and Econometrics in Economics and Finance
Format:
Hardcover
Seitenanzahl:
192
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Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Schlagwörter
Biografische Anmerkung
Fredj Jawadi is a Full Professor of Finance at the University of Lille, France, and was an Associate Professor of Finance at the University of Evry-Paris Saclay from 2010 to 2018. Currently, he is an Associate Researcher at EconomiX-CNRS and Deputy Director for the Cliometrics and Complexity team (CAC) at the IXXI Complex Systems Institute, France as well as Fellow for the Society of Economic Measurement (US), Fellow at the Economic Research Forum (ERF) in Egypt and Charter Fellow at the Institute for Nonlinear Dynamical Inference (INDI) in Russia. He specializes in finance and applied econometrics. He is the author of several books and international journal papers.
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